Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 2 2 15 166
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 0 1 14 482
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 0 0 11 96
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 1 45 0 0 11 162
A note on the double k-class estimator in simultaneous equations 0 0 0 13 1 1 13 96
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 0 0 8 178
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 1 57 1 2 13 257
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 2 2 14 218
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 0 0 6 506
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 0 211 2 2 16 572
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 1 8 0 1 16 116
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 2 2 19 407
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 0 0 14 277
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 0 22 0 0 9 208
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 0 0 8 91
Birthweight and Academic Achievement in Childhood 0 0 0 18 0 0 14 96
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 3 23 2 3 22 43
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 1 1 13 90
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 0 3 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 1 1 6 80
Cycles in the Transportation Sector and the Aggregate Economy 0 0 0 258 1 2 13 1,036
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 2 44 0 0 19 117
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 0 2 111 2 4 28 277
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 2 3 8 296
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 2 2 15 87
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 2 432 0 2 12 1,563
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 2 4 43 0 4 16 167
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 2 2 15 263
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 0 9 95
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 3 3 10 77
Examining the Education Gradient in Chronic Illness 0 0 1 19 0 1 8 89
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 1 1 9 63
Forecasting Binary Outcomes 0 0 0 165 2 2 18 325
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 1 82 1 1 17 275
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 1 1 18 251
Getting the ROC into Sync 0 0 0 21 0 0 9 54
Health Inequality and Its Determinants in New York 0 0 0 23 2 2 11 128
Health Inequality and Its Determinants in New York 0 0 0 75 0 2 19 328
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 3 3 37 47
Heterogeneous expectations among professional forecasters 0 0 0 5 1 1 13 24
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 0 62 2 4 12 209
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 48 1 1 12 226
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 0 0 11 206
Inefficiency in Social Security Trust Funds Forecasts 0 0 2 12 0 0 13 32
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 0 3 58
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 0 76 0 1 12 249
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 0 56 1 2 9 95
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 1 1 9 179
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 26 0 0 16 128
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 1 1 9 132
Measuring Forecast Uncertainty by Disagreement: The Missing Link 1 1 3 114 2 2 21 470
Measuring Forecast Uncertainty by Disagreement: The Missing Link 1 1 2 63 2 2 19 235
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 18 2 3 12 35
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 1 1 36 67
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 1 1 1 43 9 9 57 171
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 2 2 16 205
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 0 19 742
Nowcasting US GDP: The role of ISM Business Surveys 0 0 2 168 1 2 32 535
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 0 36 2 4 11 109
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 2 45 4 6 25 183
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 1 3 17 30
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 0 0 11 121
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 1 1 7 81
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 1 1 9 68
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 4 5 15 314
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 0 0 6 56
The Nordhaus Test with Many Zeros 0 0 0 7 2 2 15 40
The Nordhaus Test with Many Zeros 0 0 0 11 1 1 8 43
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 0 0 10 102
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 2 2 9 96
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 0 8 393
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 1 1 7 114
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 0 0 5 23
Total Working Papers 3 5 31 4,134 81 111 1,030 15,529


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 0 0 14 793
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 1 4 57
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 0 1 10 32
A Macroeconometric Model for Developing Countries 0 0 3 96 0 2 12 232
A Note on "Selection of Regressors." 0 0 0 22 0 0 8 68
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 0 1 7 154
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 0 1 10 516
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 0 3 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 0 1 14 228
A further analysis of the conference board’s new Leading Economic Index 0 1 1 24 1 4 11 108
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 0 4 52
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 1 2 14 341
A new framework for analyzing survey forecasts using three-dimensional panel data 0 0 3 301 1 2 15 711
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 0 0 9 48
A note on a theorem by Professor Chow 0 0 0 8 0 0 2 46
A note on the double k-class estimator in simultaneous equations 0 0 0 26 0 0 10 125
A tale of two recession-derivative indicators 0 0 0 0 0 0 15 21
Advances in Applied Econometrics 0 0 0 1 0 0 1 24
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 1 6 0 1 7 22
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 1 1 72
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 0 1 9 374
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 0 5 135
An econometric study on the dynamics of urban spatial structure 0 0 0 27 0 0 7 112
Analysis of Panel Data 0 0 0 18 1 1 15 96
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 0 0 9 22
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 0 1 8 38
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 0 1 8 49
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 0 1 10 61
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 0 157 2 2 21 572
Bayesian forecasting in economics 0 0 0 42 0 0 6 98
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 1 5 65
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 0 1 9 407
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 1 1 3 17 1 1 25 63
Comment 0 0 0 0 0 0 6 7
Comment 0 0 0 0 0 0 4 24
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 0 0 6 34
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 2 13 1 1 14 70
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 0 2 13 37
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 27 0 2 19 105
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 0 1 8 44
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 1 39 0 1 5 105
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 0 1 10 176
Economic indicators for the US transportation sector 0 0 1 29 0 1 17 189
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 1 1 11 0 2 18 96
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 0 5 16
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 0 0 8 17
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 1 94 0 1 4 218
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 1 2 6 182
Evolution of forecast disagreement in a Bayesian learning model 0 1 2 124 3 4 23 437
Exact sampling distribution of the omitted variable estimator 0 0 0 8 0 1 5 56
Examining the education gradient in chronic illness 0 0 0 1 0 1 12 37
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 0 0 7 55
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 1 2 12 78
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 0 7 89
Getting the ROC into Sync 0 0 0 6 0 1 7 26
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 1 94
How far ahead can we forecast? Evidence from cross-country surveys 0 0 1 111 3 5 20 403
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 118 2 4 19 442
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 1 2 6 15
Inefficiency in social security trust funds forecasts 0 0 1 3 2 2 9 18
Inflation expectations in India: Learning from household tendency surveys 0 0 5 43 1 3 22 133
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 1 1 4 158
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 1 143 0 0 11 774
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 1 1 12 291
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 1 5 1 2 10 46
Introduction 0 0 0 5 0 0 11 60
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 0 0 7 103
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 0 2 99
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 0 0 8 186
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 1 145 0 0 4 289
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 0 0 6 461
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 57 0 2 11 223
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 0 0 4 82
Measuring forecast uncertainty by disagreement: The missing link 0 0 2 132 3 5 34 526
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 0 1 7 40
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 0 2 13 405
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 2 2 11 18
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 0 0 5 71
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 0 7 59
Nowcasting US GDP: The role of ISM business surveys 0 0 0 68 1 5 30 319
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 0 1 4 82
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 1 2 7 488
On the Estimation of Triangular Structural Systems 0 0 0 104 0 2 17 338
On the constancy of real interest rates 0 0 0 12 1 1 4 37
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 0 4 71
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 0 0 7 139
On the normality of probability distributions of inflation and GNP forecasts 0 0 1 43 0 1 11 161
Online learning and forecast combination in unbalanced panels 0 0 1 5 0 1 11 44
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 0 6 127
Predicting binary outcomes based on the pair-copula construction 0 0 2 3 1 2 19 29
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 0 0 6 56
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 0 0 5 29
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 2 26 0 0 11 88
ROC and PRC Approaches to Evaluate Recession Forecasts 0 1 2 5 0 3 22 38
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 0 1 7 12
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 0 6 0 0 9 36
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 1 3 77
Rational expectations and the short-run Phillips curves 0 0 0 13 0 0 3 44
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 0 1 19 37
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 1 3 9 71
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 0 16 0 0 14 89
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 0 4 103
Subjective Probability Forecasts for Recessions 0 0 0 12 0 2 7 62
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 0 0 9 44
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 1 6 125
Testing for normality in a probit model with double selection 0 0 0 74 0 1 9 196
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 1 6 68
Testing the value of probability forecasts for calibrated combining 0 0 0 3 2 2 8 38
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 0 1 4 151
The Nordhaus test with many zeros 0 0 1 4 0 0 6 41
The effect of smoking on health using a sequential self‐selection model 0 0 0 11 0 1 21 498
The predictive power of an experimental transportation output index 0 0 0 27 0 0 7 180
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 1 1 6 102
The yield spread puzzle and the information content of SPF forecasts 0 0 1 26 1 3 16 120
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 1 2 11 48
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 0 1 6 630
Total Journal Articles 1 5 42 3,942 40 122 1,122 17,753


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 1 1 2 3 1 1 13 18
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 0 0 20 22
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 0 0 8 8
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 1 2 9 13
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 0 0 5 5
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 0 0 3 7
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 0 1 9 18
Forecasting Binary Outcomes 0 0 2 94 3 3 30 380
Introduction 0 0 0 0 0 0 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 1 3 5 0 1 36 43
Total Chapters 1 2 7 106 5 8 136 517


Statistics updated 2026-09-10